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10/19/21 8:32 AM

Rate Indications

To take down an advance, login to eBanking or contact the Member Transaction Desk :

855-345-2244, Option 1

Today's Headlines

Market Rates

Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at .20%) and 3-month (no minimum at .20%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m.

Advance Discount Specials (until December 31, 2021): 5 bps discount on qualifying fixed rate fixed term advances, callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

0.40%

0.56%

0.63%

5 years

1.15%

1.22%

1.33%

7 years

1.45%

1.43%

1.65%

10 years

1.61%

1.62%

1.91%

Fixed Rate Advances

Fixed Rate Callable Advances (Call Option Owned by Member)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

0.22%

0.01%

Advances settle one year forward from today and then have stated term to maturity

2 years

6 months

0.75%

0.54%

0.12%

2 weeks

0.22%

0.01%

2 years

1 year

0.69%

0.48%

0.07%

3 weeks

0.22%

0.01%

3 years

6 months

1.04%

0.83%

0.15%

1 month

0.12%

0.22%

0.01%

3 years

1 year

1.00%

0.79%

0.11%

3 months

0.12%

0.22%

0.01%

5 years

6 months

1.57%

1.36%

0.24%

6 months

0.13%

0.23%

0.02%

5 years

1 year

1.50%

1.29%

0.17%

9 months

0.14%

0.24%

0.03%

5 years

2 year

1.46%

1.24%

0.13%

1 year

0.20%

0.30%

0.08%

0.97%

7 years

1 year

1.85%

1.64%

0.19%

1.5 years

0.39%

0.49%

0.28%

1.10%

7 years

2 years

1.78%

1.57%

0.12%

2 years

0.53%

0.63%

0.42%

1.20%

10 years

2 years

2.16%

1.95%

0.25%

2.5 years

0.66%

0.76%

0.55%

1.32%

10 years

3 years

2.10%

1.89%

0.19%

3 years

0.79%

0.89%

0.68%

1.42%

10 years

5 years

1.99%

1.78%

0.08%

3.5 years

0.92%

1.02%

0.81%

1.52%

15 years

5 years

2.49%

2.28%

0.14%

4 years

1.03%

1.13%

0.92%

1.60%

Fixed Rate Putable Advances (Call Option Owned by FHLBC)

4.5 years

1.13%

1.23%

1.02%

1.69%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

1.23%

1.33%

1.12%

1.77%

3 years

6 months

0.23%

0.01%

0.00%

6 years

1.41%

1.51%

1.30%

1.89%

5 years

6 months

0.23%

0.02%

0.00%

7 years

1.56%

1.65%

1.44%

1.96%

7 years

6 months

0.25%

0.04%

0.02%

10 years

1.81%

1.91%

1.70%

2.20%

10 years

6 months

0.26%

0.05%

0.03%

15 years

Call for availability

2.35%

2.13%

3 years

1 year

0.27%

0.06%

-0.02%

20 years

2.64%

2.43%

5 years

1 year

0.28%

0.07%

-0.01%

30 years

2.81%

2.60%

7 years

1 year

0.29%

0.08%

0.00%

10 years

1 year

0.30%

0.09%

0.01%

5 years

2 years

0.56%

0.35%

-0.07%

Amortizing Advances

7 years

2 years

0.56%

0.35%

-0.07%

Amortization Term

10 years

2 years

0.54%

0.33%

-0.09%

Term

5 years

7 years

10 years

15 years

7 years

3 years

0.86%

0.65%

-0.03%

5 years

0.97%

1.14%

1.23%

1.28%

10 years

5 years

1.27%

1.06%

-0.06%

7 years

1.25%

1.45%

1.55%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

1.55%

1.76%

5 years

6 months

0.18%

-0.03%

-0.05%

Term

15 years

20 years

25 years

30 years

7 years

6 months

0.17%

-0.04%

-0.06%

15 years

1.93%

2.13%

2.21%

2.26%

10 years

3 months

0.21%

-0.01%

20 years

2.23%

2.40%

2.49%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

2.59%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Term Discount Note Floater Advances

Overnight Index Floater Advances**

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

Overnight DN^

<= 3 Months

0.020%

0.31%

0.33%

3 months

0.25%

n/a

0.31%

n/a

SOFR

3 Months

0.05%

0.16%

0.21%

6 months

0.26%

0.21%

0.33%

0.29%

SOFR

6 Months

0.05%

0.16%

0.21%

1 year

0.27%

0.24%

0.34%

0.31%

SOFR

9 Months

0.05%

0.16%

0.21%

2 years

0.29%

0.28%

0.31%

0.30%

SOFR

1 Year

0.05%

0.17%

0.22%

3 years

0.30%

0.29%

0.32%

0.31%

SOFR

18 Months

0.05%

0.18%

0.23%

4 years

0.31%

0.30%

0.33%

0.32%

SOFR

2 Years

0.05%

0.19%

0.24%

5 years

0.32%

0.31%

0.34%

0.33%

SOFR

3 Years

0.05%

0.22%

0.27%

Prior Index

4 week

0.021%

13 week

0.049%

SOFR

4 Years

0.05%

0.28%

0.33%

^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.

SOFR

5 Years

0.05%

0.34%

0.40%

Overnight Advances

SOFR

6 Years

0.05%

0.42%

0.46%

Term

Minimum

Today

Prior Day

SOFR

7 Years

0.05%

0.47%

0.51%

1 Day

No minimum

0.22%

SOFR

8 Years

0.05%

0.50%

0.54%

Open Line (Daily Rate Set)#

No minimum

0.37%

SOFR

9 Years

0.05%

0.53%

0.58%

#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.

SOFR

10 Years

0.05%

0.56%

0.62%

FHLBC Deposit Rates^

DID (yesterday)

0.00001%

^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.

^Call for term deposit rates.